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IDEXX Laboratories, Inc. Common Stock IDXX

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Market datapartial · fetched 2026-10-23T19:42:43.607Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-23T19:42:10.754058289Z

FundamentalsAlpha Vantage · unavailable

Share price$563.06
1D-0.4%
$559$561$563$565$5675:30 AM6:30 AM9:00 AM1:00 PMIDXX
Sold putSold call

IDEXX Laboratories, Inc. Common Stock options

Live interpolated IDXX call and put midpoint premiums by absolute delta.IDEXX Laboratories, Inc. Common Stock$4.93$23.22$41.51$59.80$78.10$476.87$519.29$561.71$604.12$646.5420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IDXX spot · $563.06IDXX PRICE$6.90$9.19$11.84$14.68$17.67$21.07$24.93$28.70$33.87$39.15$44.95$51.68$61.37$8.39$11.02$14.35$17.90$21.70$25.85$30.11$34.54$40.19$47.50$55.46$64.70$72.82
PutsExpensive1.84×
CallsExpensive1.51×
SkewBearish+1.73 pp
Implied moveBearish±$55.04
TiltBearish9.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ626.8441.8%12.6%512.0445.3%10.5%
25Δ614.8041.7%10.8%523.7844.3%8.9%
30Δ604.5541.9%9.5%533.0745.1%7.9%
35Δ595.0842.2%8.3%542.3245.3%6.9%
40Δ585.8742.4%7.2%551.4145.3%5.9%
45Δ577.1642.5%6.2%560.3245.2%5.1%
50Δ568.8043.1%5.4%569.0944.7%4.3%
55Δ560.3442.7%4.6%577.6743.8%3.5%
60Δ551.7043.6%4.0%586.7843.8%2.9%
65Δ542.8643.9%3.4%597.0344.4%2.4%
70Δ533.6944.0%2.8%607.7845.0%1.9%
75Δ523.9044.1%2.2%619.6845.4%1.4%
80Δ511.6145.2%1.8%630.5344.0%1.0%

20Δ

Calls
Pseudo strike
626.84
IV
41.8%
B/E move
12.6%
Puts
Pseudo strike
512.04
IV
45.3%
B/E move
10.5%

25Δ

Calls
Pseudo strike
614.80
IV
41.7%
B/E move
10.8%
Puts
Pseudo strike
523.78
IV
44.3%
B/E move
8.9%

30Δ

Calls
Pseudo strike
604.55
IV
41.9%
B/E move
9.5%
Puts
Pseudo strike
533.07
IV
45.1%
B/E move
7.9%

35Δ

Calls
Pseudo strike
595.08
IV
42.2%
B/E move
8.3%
Puts
Pseudo strike
542.32
IV
45.3%
B/E move
6.9%

40Δ

Calls
Pseudo strike
585.87
IV
42.4%
B/E move
7.2%
Puts
Pseudo strike
551.41
IV
45.3%
B/E move
5.9%

45Δ

Calls
Pseudo strike
577.16
IV
42.5%
B/E move
6.2%
Puts
Pseudo strike
560.32
IV
45.2%
B/E move
5.1%

50Δ

Calls
Pseudo strike
568.80
IV
43.1%
B/E move
5.4%
Puts
Pseudo strike
569.09
IV
44.7%
B/E move
4.3%

55Δ

Calls
Pseudo strike
560.34
IV
42.7%
B/E move
4.6%
Puts
Pseudo strike
577.67
IV
43.8%
B/E move
3.5%

60Δ

Calls
Pseudo strike
551.70
IV
43.6%
B/E move
4.0%
Puts
Pseudo strike
586.78
IV
43.8%
B/E move
2.9%

65Δ

Calls
Pseudo strike
542.86
IV
43.9%
B/E move
3.4%
Puts
Pseudo strike
597.03
IV
44.4%
B/E move
2.4%

70Δ

Calls
Pseudo strike
533.69
IV
44.0%
B/E move
2.8%
Puts
Pseudo strike
607.78
IV
45.0%
B/E move
1.9%

75Δ

Calls
Pseudo strike
523.90
IV
44.1%
B/E move
2.2%
Puts
Pseudo strike
619.68
IV
45.4%
B/E move
1.4%

80Δ

Calls
Pseudo strike
511.61
IV
45.2%
B/E move
1.8%
Puts
Pseudo strike
630.53
IV
44.0%
B/E move
1.0%

Options history

No recorded observations